Search results for "Nonlinear stochastic dynamics"
showing 2 items of 2 documents
Complex Systems: an Interdisciplinary Approach
2011
Two main peculiarities characterize complex systems: the nonlinearity and the noisy environmental interaction. The comprehension of noise role in the dynamics of nonlinear systems plays a key aspect in the efforts devoted to understand and model so-called complex systems.
An approximate technique for determining in closed-form the response transition probability density function of diverse nonlinear/hysteretic oscillat…
2019
An approximate analytical technique is developed for determining, in closed form, the transition probability density function (PDF) of a general class of first-order stochastic differential equations (SDEs) with nonlinearities both in the drift and in the diffusion coefficients. Specifically, first, resorting to the Wiener path integral most probable path approximation and utilizing the Cauchy–Schwarz inequality yields a closed-form expression for the system response PDF, at practically zero computational cost. Next, the accuracy of this approximation is enhanced by proposing a more general PDF form with additional parameters to be determined. This is done by relying on the associated Fokke…